CCI Mean Reversion Strategy More info on web site https://stocksharp.com/store/
Install
No framework information available.
README
CCI Mean Reversion Strategy
The Commodity Channel Index (CCI) measures how far price moves from its statistical average. This strategy enters when CCI deviates from its own mean by a large margin, expecting a snap back once momentum fades.
A long trade occurs when CCI drops below the average minus DeviationMultiplier times the standard deviation. A short trade is opened when CCI rises above the average plus that multiplier. The position exits when CCI crosses back through the mean value.
This system is suited to short-term traders who favour contrarian setups. A stop-loss based on percentage move helps cap risk if the market fails to revert quickly.
Details
- Entry Criteria:
- Long: CCI < Avg - DeviationMultiplier * StdDev
- Short: CCI > Avg + DeviationMultiplier * StdDev
- Long/Short: Both sides.
- Exit Criteria:
- Long: Exit when CCI > Avg
- Short: Exit when CCI < Avg
- Stops: Yes, percent stop-loss.
- Default Values:
CciPeriod= 20AveragePeriod= 20DeviationMultiplier= 2mCandleType= TimeSpan.FromMinutes(5)
- Filters:
- Category: Mean Reversion
- Direction: Both
- Indicators: CCI
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday
- Seasonality: No
- Neural networks: No
- Divergence: No
- Risk Level: Medium
Adoption Assessment
A verified publisher signal is available. Assess fit from the package's supported frameworks, license and dependency graph rather than popularity alone.
Related Guides & Workflows
Learn how to evaluate, integrate, or audit this package in your .NET project.